A General Efficient Framework for Pricing Options Using Exponential Time Integration Schemes

2011 ◽  
pp. 70-89 ◽  
Author(s):  
Yannick Desire Tangman ◽  
Ravindra Boojhawon ◽  
Ashvin Gopaul ◽  
Muddun Bhuruth
Keyword(s):  
Time Integration ◽  
Exponential Time ◽  
Pricing Options ◽  
Integration Schemes ◽  
Time Integration Schemes ◽  
Exponential Time Integration

scholarly journals Damaged behavior under plane stress

2011 ◽  
pp. 341-368
Author(s):  
Thomas Paris ◽  
Khémaïs Saanouni
Keyword(s):  
Plane Stress ◽  
Constitutive Equations ◽  
Stress Condition ◽  
Time Integration ◽  
Reference Case ◽  
Plane Stress Condition ◽  
Integration Schemes ◽  
Hyperbolic Sine ◽  
Time Integration Schemes ◽  
Fully Coupled

This paper deals with the numerical treatment of "advanced" elasto-viscoplasticdamage constitutive equations in the particular case of plane stress. The viscoplastic constitutive equations account for the mixed isotropic and kinematic non linear hardening and are fully coupled with the isotropic ductile damage. The viscous effect is indifferently described by a power function (Norton type) or an hyperbolic sine function. Different time integration schemes are used and compared to each other assuming plane stress condition, widely used when dealing with shell structures as well as to the 3D reference case.

3D nonlinear MHD calculations using implicit and explicit time integration schemes

1986 ◽  
Vol 65 (2) ◽  
pp. 253-272 ◽  
Author(s):  
L. Garcia ◽  
H.R. Hicks ◽  
B.A. Carreras ◽  
L.A. Charlton ◽  
J.A. Holmes
Keyword(s):  
Time Integration ◽  
Explicit Time Integration ◽  
Integration Schemes ◽  
Time Integration Schemes ◽  
Implicit And Explicit
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